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文献名：Nested Monte Carlo EM Algorithm for Switching State-Space Models

作者：Cristina Adela Popescu  Yau Shu Wong
 

期刊： IEEE Educational Activities Department  Piscataway, NJ, USA
 

卷号及页码：Volume 17 ,  Issue 12  (December 2005)
  table of contents Pages: 1653 - 1663   Year of Publication: 2005  ISSN:1041-4347

电子链接：http://csdl2.computer.org/persagen/DLAbsToc.jsp?resourcePath=/dl/trans/tk/&toc=comp/trans/tk/2005/12/kztoc.xml&DOI=10.1109/TKDE.2005.202

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书籍名：State-Space Models with Regime Switching：Classical and Gibbs-Sampling Approaches with Applications

作者：Kim，Nelson

The MIT Press，1999

[此贴子已经被作者于2008-8-28 22:28:22编辑过]